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Fundamentals of futures and options markets

Autor: John Hull
Editora: Upper Saddle River, N.J. : Pearson Prentice Hall, ©2008.
Séries: Prentice Hall finance series.
Edição/Formato   Print book : CD para computador : Documento   Arquivo de Computador : Inglês : 6th edVer todas as edições e formatos
Base de Dados:WorldCat
Resumo:
This new edition presents a reader-friendly textbook with lots of numerical examples and accounts of real-life situations.
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Detalhes

Gênero/Forma: Problems and exercises
Lehrbuch
Problems, exercises, etc
Tipo de Material: Documento, Recurso Internet
Tipo de Documento: Livro, Arquivo de Computador, Recurso Internet
Todos os Autores / Contribuintes: John Hull
ISBN: 9780132242264 0132242265 9780136012337 0136012337 9780135127018 0135127017 9780132448420 0132448424
Número OCLC: 123390945
Descrição: xiii, 561 pages : illustrations ; 26 cm + 1 CD-ROM (4 3/4 in.).
Detalhes: System requirements for accompanying disc: 133 MHz Pentium Processor; 64 MB RAM; Windows 2000 or later; Microsoft Excel 2000 or later; 800x600 display; 2x CD-ROM drive.; System requirements (DerivaGem): Windows 2000 (SP4) and Windows XP (SP1, SP2).
Conteúdos: Introduction --
Mechanics of futures markets --
Hedging strategies using futures --
Interest rates --
Determination of forward and futures prices --
Interest rate futures --
Swaps --
Mechanics of options markets --
Properties of stock options --
Trading strategies involving options --
Introduction to binomial trees --
Valuing stock options : the Black-Scholes model --
Options on stock indices and currencies --
Futures options --
The Greek letters --
Binomial trees in practice --
Volatility smiles --
Value at risk --
Interest rate options --
Exotic options and other nonstandard products --
Credit derivatives --
Weather, energy, and insurance derivatives --
Derivatives mishaps and what we can learn from them.
Título da Série: Prentice Hall finance series.
Responsabilidade: John C. Hull.
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Resumo:

For students of Business, Economics or Math From an author with a large amount of "real-world" experience, this is a reader-friendly book with lots of numerical examples and accounts of  Ler mais...

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